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FLXT.DE vs. ARGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FLXT.DE vs. ARGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and Global X MSCI Argentina ETF (ARGT). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
6.66%
39.53%
FLXT.DE
ARGT

Returns By Period

In the year-to-date period, FLXT.DE achieves a 31.50% return, which is significantly lower than ARGT's 61.65% return.


FLXT.DE

YTD

31.50%

1M

0.46%

6M

11.03%

1Y

38.51%

5Y (annualized)

N/A

10Y (annualized)

N/A

ARGT

YTD

61.65%

1M

16.81%

6M

39.52%

1Y

80.31%

5Y (annualized)

31.12%

10Y (annualized)

15.81%

Key characteristics


FLXT.DEARGT
Sharpe Ratio1.883.04
Sortino Ratio2.443.78
Omega Ratio1.331.46
Calmar Ratio2.075.14
Martin Ratio7.2913.29
Ulcer Index5.29%6.04%
Daily Std Dev20.36%26.46%
Max Drawdown-23.22%-61.68%
Current Drawdown-0.75%0.00%

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FLXT.DE vs. ARGT - Expense Ratio Comparison

FLXT.DE has a 0.19% expense ratio, which is lower than ARGT's 0.60% expense ratio.


ARGT
Global X MSCI Argentina ETF
Expense ratio chart for ARGT: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for FLXT.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Correlation

-0.50.00.51.00.4

The correlation between FLXT.DE and ARGT is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

FLXT.DE vs. ARGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) and Global X MSCI Argentina ETF (ARGT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for FLXT.DE, currently valued at 1.43, compared to the broader market0.002.004.001.432.56
The chart of Sortino ratio for FLXT.DE, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.0012.001.983.28
The chart of Omega ratio for FLXT.DE, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.40
The chart of Calmar ratio for FLXT.DE, currently valued at 1.71, compared to the broader market0.005.0010.0015.001.714.21
The chart of Martin ratio for FLXT.DE, currently valued at 6.12, compared to the broader market0.0020.0040.0060.0080.00100.006.1210.64
FLXT.DE
ARGT

The current FLXT.DE Sharpe Ratio is 1.88, which is lower than the ARGT Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of FLXT.DE and ARGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.43
2.56
FLXT.DE
ARGT

Dividends

FLXT.DE vs. ARGT - Dividend Comparison

FLXT.DE has not paid dividends to shareholders, while ARGT's dividend yield for the trailing twelve months is around 0.89%.


TTM20232022202120202019201820172016201520142013
FLXT.DE
Franklin FTSE Taiwan UCITS ETF USD Capitalisation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARGT
Global X MSCI Argentina ETF
0.89%1.59%2.45%0.93%0.28%1.21%1.34%0.49%0.36%0.89%0.47%0.62%

Drawdowns

FLXT.DE vs. ARGT - Drawdown Comparison

The maximum FLXT.DE drawdown since its inception was -23.22%, smaller than the maximum ARGT drawdown of -61.68%. Use the drawdown chart below to compare losses from any high point for FLXT.DE and ARGT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.84%
0
FLXT.DE
ARGT

Volatility

FLXT.DE vs. ARGT - Volatility Comparison

Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) has a higher volatility of 6.80% compared to Global X MSCI Argentina ETF (ARGT) at 6.26%. This indicates that FLXT.DE's price experiences larger fluctuations and is considered to be riskier than ARGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.80%
6.26%
FLXT.DE
ARGT